The Most Random of All Possible Worlds

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Date & Time

Wednesday March 27, 2013

The talk will be about the law of large numbers, in its various manifestations. This is a real cornerstone of probability and, in English, it says that a random system of a very large size is typically not random: its deterministic state is the one that has the largest probability to occur. Maximizing the probability to occur is a variational problem that can be analyzed and sometimes solved. As for any variational problem, there is always something special about the solution, which translates into special and beautiful forms created by pure luck of the draw.

Andrei Okounkov is the Samuel Eilenberg Professor of Mathematics at Columbia University. Born and educated in Moscow, he came to the U.S. in 1995 and held positions at the University of Chicago, University of California at Berkeley, and Princeton University before joining the faculty of Columbia University. His work on representation theory and its applications to algebraic geometry, mathematical physics, and other fields was recognized by the Packard fellowship, the European Mathematical Society prize, the Fields medal of the International Mathematical Union, and other distinctions.